You've already gotten some great suggestions with the P95, Sigma, and Sig p6.
But if what you're thinking of is a compact handgun that you can carry easily, those are large and bulky. For a pistol you'd be able to stuff in a pocket or easily hide in a belt holster, you might want to consider the Kel-Tec PF-9. If you're not interested in concealability, the others are a better bet, as the small PF-9 isn't pleasant to shoot all afternoon. The others would be. It's one of those trade-off situations, where smaller size means snappy recoil. Bigger means easier handling, but tougher concealment.